Markovian persuasion with two states
研究了在二元状态按马尔可夫过程演化的模型中，发送者如何随时间最优地传递信息以影响接收者的信念和行动，并刻画了周期长度趋近于零时的极限最优策略。
This paper addresses the question of how to best communicate information over time in order to influence an agent's belief and induced actions in a model with a binary state of the world that evolves according to a Markov process, and with a finite number of actions. We characterize the sender's optimal message strategy in the limit, as the length of each period decreases to zero. We show that the limit optimal strategy is myopic for beliefs smaller than the invariant distribution of the underlying Markov process. For beliefs larger than the invariant distribution, the optimal policy is more elaborate and involves both silence and splitting of the receiver's beliefs; it is not myopic.